RedBall Acquisition Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1263 | 2.58 | |
| 0.1758 | 2.61 | |
| 0.0000 | 0.00 | |
| 93.9488 | 2.70 | |
| -157.9232 | -3.19 | |
| 73.3178 | 2.59 | |
| -5.8348 | -0.23 | |
| 61.4685 | 2.46 | |
| -162.4929 | -4.20 | |
| 125.5163 | 2.71 | |
| 107.0869 | 3.09 | |
| -525.0590 | -8.59 |
Estimation Period:
Oct 5, 2020 to Aug 12, 2022
Oct 5, 2020 to Aug 12, 2022
News Impact Curve
Volatility Forecasts
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